Information Technology Reference
In-Depth Information
the estimation error H = H 1 H to the identity matrix I , and the estimation error
A = A
A to zero.
The estimator filter equation of H is posed directly on SL (3). It includes a cor-
rection term derived from the error H . We consider an estimator filter of the form
˙
H = H Ad H A +
H )
( H
H (0)= H 0 ,
α
,
,
(8.5)
˙
A =
A (0)= A 0 .
( H
β
,
H )
,
This yields the following expression for the dynamics of the estimation error
( H
, A )=( H 1 H
A ):
,
A
H = H
˙
A
Ad H 1 α
(8.6)
˙
A =
β
with the arguments of
α
and
β
omitted to lighten the notation. The main result of
the chapter is stated next.
Theorem 8.1. Assume that the matrix A in (8.4) is constant. Consider the nonlinear
estimator filter (8.5) along with the innovation
α
and the estimation dynamics
β
defined as
( H T ( I
H ))
α
=
k H Ad H P
,
k H >
0
(8.7)
( H T ( I
H ))
β
=
k A
P
,
k A
>
0
3
×
3
with the projection operator
P
:
R
sl
(3) defined by (8.2) . Then, for the esti-
mation error dynamics (8.6) ,
i) all solutions converge to E = E s
E u with:
E s =( I
,
0)
( H 0 ,
| H 0 =
λ 3
1) vv )
2
E u =
{
0)
λ
( I +(
,
v
S
}
3
2 + 1 = 0 ;
where
λ ≈−
0
.
7549 is the unique real solution of the equation
λ
λ
0) is locally exponentially stable;
iii) any point of E u is an unstable equilibrium. More precisely, for any ( H 0 ,
ii) the equilibrium point E s =( I
,
0)
E u
0) , there exists ( H 1 , A 1 )
of ( H 0 ,
and any neighborhood
U
∈ U
such that the
solution of system (8.6) issued from ( H 1 , A 1 ) converges to E s .
Proof. Let us prove part i) . Let us consider the following candidate Lyapunov
function
, A )= 1
1
V ( H
H
2 k A A
2 +
2
2
I
(8.8)
= 1
1
2 k A tr( A T
H ) T ( I
H )) +
A )
2 tr(( I
.
Search WWH ::




Custom Search